Fenbi Ltd MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:72.15% (+22.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.2918 | 19.19 | |
| 0.2481 | 5.83 | |
| -0.1387 | -5.24 | |
| 10.0000 | 0.16 | |
| 0.2854 | 0.17 | |
| 0.0697 | 0.01 |
Estimation Period:
Jan 9, 2023 to Feb 6, 2026
Jan 9, 2023 to Feb 6, 2026
News Impact Curve
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